I was trying to speed up some models and tried to compile everything with the intel compiler against the intel MKL, setting the appropriate flags according to:
I saw that this was discussed here a while ago:
After all this, I didn’t seem to get any speedup. In fact, the intel compiler seems to be a bit slower.
Original test case of logistic model
g++ 5.4.0 : 11.7 seconds
icpc 20170213 : 12.2 seconds
Same trend with my more complex model. Plus the intel takes nearly twice as long to build the stan program (96 seconds vs 51 seconds).